+581.1%
NRG vs Z
+17.0%
+564.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +7.0% | +1.4% |
| 7D | +9.3% | -3.3% | +12.5% | +9.7% |
| 30D | +1.3% | -3.7% | +5.0% | +1.6% |
| 3M | -6.0% | -7.0% | +1.0% | -5.7% |
| 6M | -22.0% | -29.5% | +7.6% | -18.8% |
| YTD | -24.1% | -52.6% | +28.4% | -16.9% |
| 1Y | -18.0% | -64.0% | +46.0% | -6.8% |
| 3Y | +220.0% | -36.4% | +256.5% | +229.2% |
| 5Y | +201.1% | -65.8% | +266.9% | +221.2% |
| 10Y | +1,085.1% | -5.8% | +1,090.9% | +850.5% |
| All | +581.1% | +17.0% | +564.1% | +438.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling